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Inferential procedures based on the integrated empirical characteristic function

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dc.contributor.authorLee, Sangyeol
dc.contributor.authorMeintanis, Simos G.
dc.contributor.authorJo, Minyoung
dc.contributor.researchID21262977 - Meintanis, Simos George
dc.date.accessioned2018-08-31T07:27:23Z
dc.date.available2018-08-31T07:27:23Z
dc.date.issued2019
dc.description.abstractWe introduce the novel notion of the integrated characteristic function and its empirical counterpart. Some basic properties of these new objects are mentioned and in turn utilized in order to construct new procedures for testing goodness of fit to parametric distributions, for testing symmetry and homogeneity, and for testing independence. Asymptotic results are obtained, while corresponding Monte Carlo results on the finite-sample behavior of the procedures are also includeden_US
dc.identifier.citationLee,S. et al. 2019. Inferential procedures based on the integrated empirical characteristic function. AStA: advances in statistical analysis, 103(3):357-386. [https://doi.org/10.1007/s10182-018-00335-z]en_US
dc.identifier.issn1863-8171
dc.identifier.issn1863-818X (Online)
dc.identifier.urihttp://hdl.handle.net/10394/30868
dc.identifier.urihttps://link.springer.com/article/10.1007/s10182-018-00335-z
dc.identifier.urihttps://doi.org/10.1007/s10182-018-00335-z
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.subjectCharacteristic functionen_US
dc.subjectEmpirical characteristic functionen_US
dc.subjectGoodness of fiten_US
dc.subjectSymmetry testen_US
dc.subjectTwo-sample testen_US
dc.subjectIndependence testen_US
dc.titleInferential procedures based on the integrated empirical characteristic functionen_US
dc.typeArticleen_US

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